shows the upper bound and the simulated LOLR against the RMS 4 MEYR. H., M n m E c L A w , h%.,and FETCIITEL.s.A.
FETCIITEL.s.A.: 'Digital coinmunications
value of timing jitter. To obtain thc simulated points in Fig. 3, we
carried om sector-by-sector simulations for IO6 scctors, and measured
the loss of lock rate by counting the number of sectnrs suffering from
loss of lock. rlim,, is chosen to he 0.22 as shown in Fig. 2. It can be
scen that the upper bound is tight for the region in which we are
intercsted (where lhe timing jitter is small and lhc LOLR is smaller
than m4). HOWWBT,the upper bound is rather loose in the large
timing jitter region, that is hecausep,,, in (4) is much smaller than 1.0
for large timing jitter. Intuitively, this is because the timing crrurs
fluctuate significantly, making the probability of the timing loop being
stuck outside the operating range for many successive bit intervals
smaller. A bound based on pial= 0.1 i s also shown in Fig. 3. We found
that this is rather tight in the large timing jiner region.
.-
0.635 0.640 0.645 0.d50 0.655 0.660 0.065 0.670
RMS value of residual liming jiner, T
Fig. 3 Evuluaiion of hound ,for 1ms.T of lock rule and Monte-Carlo
rimidorion r.e.vulrs
.~...uppcr
. hound for loss of lock mie ( 5 )
-bound Tar loss of lock rate when piai=O.l (4)
0 simulated points
Conclurions: An upper bound far the loss of lock rate in PR
recording channels is presented. Monte-Carlo simulations of an
EPR4 magnetic rccording channel show that the upper bound is
tight for the low LOLR region in which we are interested. Using
the upper bound, LOLR can he predicted (which can bc very time-
consuming to obtain through simulations or hardware experiments)
from the RMS value a f t h e residual timing jitter (which is more easily
obtained through simulations or from analytical expressions in some
cases). Moreover, the bound also shows that the LOLR performance
can he improved by extending the operating range of the TED such as
shown in [ 6 ] since the probability p.>_pthat the timing m o r excecds
the opcrating range is reduced by extending the operating range (2),
and thc LOLR will also decrease.
Acknowledgmenls: This work was supported in p a n hy NSF grant
ECD-89078068 and by a grant from Agere Systems.
0 IEE 2002 22 Murch 2002
Eledraaics Lerters Online No: 20020628
Dol: 10.11/49/e1:20020628
1. Liu, H. Song and B.VK. Vijaya Kumar (Dola Storage S'.?rems
Ceniei Deportment of Electrical and Computer Engineering,
Cornegie Mellon Univwsity, 5000 Forbes Ave, Piltsburgh PA
15213, USA)
E-mail: kumar@ece.cmu.edu
References
I LIU. J., SONG H., and V~JAYAKUMAR, B.VK.: 'Fast timing acquisition for
IowSNR high density optical recording', Jpn. 1 Appl. I'hJw, 2002, 41,
2 BERGMAXS, J w.M.: 'Digital baseband transmission and recording'
(Kluwer Academic, Boston, MA, 1996)
3 MUELLER. K.H., and MIRLER. M.: 'Tinting recovery in digital synchronous
data receivers', IEEE Tmns. Commun., 1976, COM-24, ( 5 ) , pp. 516-530
930 ELECTRONICS LE7TER.S
Authorized licensed use limited to: ASTAR. Downloaded on June 07,2010 at 08:46:16 UTC from IEEE Xplore. Restrictions apply.
receivers: synchronization. channel estimation and signal processing'
(John Wiley & Sons, New York, 1997)
5 HAYKIN. s.: 'Adaptive filter theory' (Prenrice-Hall, Englcwood Cliffs, NJ,
1996)
6 mi,Y . and ?IInoP.J.: 'Phase error compensation fix improved timing
recovery', IEEE Trons. Mop., 2000,36, pp. 2190-2192
Time delay estimation of nowGaussian
signal in unknown Gaussian noises using
third-order cumulants
Y. wu
For correlated Gaussian noises, 8 generalired cross coriclation (QCC)
type of proccsring and a pammetnc method is applied to one slicc of
Ihe third-order cumulants tn estimatc lime dclay, with bener perfor-
mance than SCOT, the cowentional bispectrum mcthod (CBM) and
the parametric hispectrum method (PBM). For uncorrelared Gaussian
noises. 130s-SCOT using multiple dices of ciimulants also outper-
forms SCOT, CBM and PBM. Simulation examples arc given.
Inrrodection; Time delay estimation (TDE) from two sensors rcmains
an important problem in sonar, radar, biomedicine, geophysics, etc.
The gencralised cross correlation (GCC) approach (SCOT, ROTH,
PHAT, etc.) has been the conventional method far TDE with uncor-
related Gaussian noises [I]. The conventional hispectrum method
(CBM) and parametric hispectrum method (PBM) have been
proposcd for non-Gaussian signal TDE in correlated Gaussian
noises [ 2 ] . Gaussian noises can he significantly suppressed in the
third order cumulant or spectrum domain, hence TDE in the new
domain can generally give better results than the GCC method if the
noises are correlated. 11 is shown that a GCC-typc processor can bc
formulated to estimate the time dclay from the third-order cumulants.
A parametric method using one slice of cumulant is also proposed,
with benet performance than PBM [ Z ] . For uncorrelated Gaussian
noises, the new method using multiple sliccs of ciimulants is superior
to SCOT, CBM and PBM.
It is assumed that (I(.)) and (p(n)) are two sensor measurements
X(.) = s(n) +q ( n )
y(n) = s(n - D) + w2(n) (1)
where s(n) is the non-Gaussian source signal, w,(n)and w2(n) are the
additive Gaussian noises at the respective sensors, independent of the
signal, and D is the time delay between the signals at the two sensors.
The third-order cumulants satisfy the following:
R J L P ) = RA,,(z- D , 0) + R ,,,,,,2w, ( r .P )
= RsXs(r- D. p ) = R L J r --D. (1) (2)
It is clear that the cross-cumulant RV,Jr, p ) is a delayed version of
R,-(r, p) and the time delay is D.
TDE wilh correlurrd Goussion noises: For a slice of cumulant at
certain p , define the auto and cross correlation function
R d k . p ) h E W , , ( r . P)R,.(T + k , PN (3)
R , , ( k ~ ) h E I R , ( r , p ) R ~ , i +r k . P)I (4)
J ~ , t k . PI1
R d k . P ) ~ E I R ~ p)R,,ir (5)
Therefore R12(k, p ) = R , , ( k - D , p ) = R 2 > ( k - D , p). This becomes
a new TDE model for each lag p . For a certain p. the auto and
cross power spectrum can be defined as: G&, p ) n F T [ R , , ( k , ,111,
G , , ( m , p ) n F T [ R , , ( k ,p)l, G ~ J J P, ) A F T [ R & . [))I where F T [ - I
denotes Fourier tranrfomt with respect IO k. Similar to the SCOT
method a window function W(w,p ) = 1/J(Gl ,(m, p)GZ2(w,p)) can be
used as B prefilter and cnhance the TDE result. Then
7st August 2002 Vol. 38 No. 16
which peaks at m=D. This is known as the HOS-SCOT method. 06, SCOT,SNR=-564x64 SCOT, SNR=-8 16x32
By applying the window function, the remaining Gaussian noise
contributions in the estimated cumulants due to the estimator variance
4 1
is further suppressed. Similarly, the window function can he selected as
W(w. p=I/G,,(m, p ) or W(m, p ) = I / I G l 2 ( w , p)I (like the ROTH and
PHAT methods). Thcse three processors can he called HOS-FCC
mcthods.
A parametric method can also be formulated hy using only one slice
of the cumulant at a certain p

The time delay can he approximated as a finite impulse response filter

131. Selecting various integers fori, a system of equations is formed as:
R,,=R,. A, where R,5,r is B (2P+2M+ I ) x I vcctor. R, is a
parametric method. HOS.SCOT,SNR=-E 16x32
(2P + 2 M + I)x (2P+ 1) matrix, dcfined as follows:

RxyxP [R&M - P , p). R.&M -P + I.0). . . . . R,,(P + M. PI]'

(8)
'3L
0 5 10 15 20 30 -26 5 10 15 20 25 i0
R,(--M, p) .. . R,(-M - ZP. p ) b

R, P Fig. 1 TDE criteria a @ s t time log

Camlaled Gaussian noises
RAM + 2P. P ) ' . R A M . 0)
il
b Uncoirelatcd Gauirian noises
and A n [ o ~ , , a - ~ +.~. ., , a o . ...,ap]' Solve for the A:
A = (RZx . RXJ' . R:, . R~ryx.Select ad as the maximum among
( a i ) for i = - < . . ., 0,. . . , P The time delay estimate is D=d. This
method is different from PBM [2] in that only one slice ofthe cumulant
is used (in PBM, 3 slices of cumulants at p =-I,0, 1 are used), and
more lags of the cumulants in T are used.
In thc HOS-SCOT and parametric methods, the third-order cumulants
are estimated first and the slice at a certain p that passes through the
peak of cumulants is selected for processing.

SNR dB SNR, dB
b
TDE for uncorrelutrd Gau.ssian noises: For uncorrelated Gaussian
noises, GCC method outperforms CBM and PBM [2]. Cumulants and Fig. 2 RMS of rime delay irgaina SNR
cross cumulants at multiple lags of p can he used together to improve a Corrclvted Gaussian noises
the TDE performance. Let b Uncorrdatcd Gaussian noises

For uncorrelated noises, 512 samples (16 x 32 with 50 percent

The TDE criterion is
J(n1) = E
0=-N
JJm)
where slices at p = -N, -N+ 1, . . . , 0, I , . . . ,N are used for TDE.
Similarly HOS-ROTH, HOS-PHAT and parametric methods can he
used to obtain J,,(mj and J(m) to estimate the time delay. Formulation of
the TDE model using the third-order cumulants gives 'more sensor
mess~rements' far estimating the same parameter. This is another
advantage of going to a higher dimension.
overlap) are used in thc 50 Monte Carlo runs with SNR fram 0 dB to
-8dB. The cumulant slices used in the HOS-SCOT was
p = -10, . . . , 0 , . . . , IO, which arc estimated directly from the data
with no segmentation and averaging. For CBM and PBM, the conven-
tional segmentation and averaging is uscd in cumulant estimation.
Fig. I h shows the criterion functions of four mcthods at
(1 I) SNR = -8 dB. Fig. 2h shows the RMS error of four methods from
S N R = O d B to -8 dB. The HOS-SCOT method outperforms SCOT,
CBM, and PBM method.
0 IEE 2002 I S November 2001
Electronics LeNers Online No: 20020SH4
DO/: IO./049/el:200205S4
Y. Wu (OS0 Ndtional Laboratories. 20 Scienre Park Drive,
Singapo,a, 11,9230, Singapore)

Simalorion results: The signal s(n) is a zero-mean white References

non-Gaussian sequence (one-sided exponentially distributed). The
true time delay is D = 16. The two additive noise sources are zero- IKNAPP C.H., and CARTER, G.C.: 'The generalized correlation method for

mean white correlated Gaussian sequences, uncorrelated with the estimation of timc delay', IEEE Tron.~.,1976, ASSP-24, pp. 320-327
2 NIKIAS, C.L.,and PAN. R.: 'Time delay estimation in unknown Gaussian
signal. The correlation between the noises is modelled as
spalially correlated noise', IEEE T ~ m s .1988,
, ASSP-Jb, pp. 170l&1714
w 2 ( n ) = w l ( n - 8). The data is segmented with 50% overlap when
3 cHAN. Y.T., RILEY, J.M., and PLANT. J.B.: 'A parameter estimation approach
estimating thc third-order cumulants. The cumulant slice at 1, = 0 was to time delay estimation and signal detection', IEEE Tmns.,1980,
selccted. For the proposed parametric method M=30, P=30. 50 ASP-28, pp. 8-16
Monte Carlo simulations are carried out for each SNR using five
methods. The criterion functions used for TDE are plotted together to
show the performance ofall Monte Carlo runs. Data length is 64 x 64
(50% overlap). Fig. In shows the criterion functions of five methods
at S N R = -5 dB. Fig. 20 shows the root mean square (RMS) error of
five methods from SNR = I dB to -7 dB. The proposed parametric
method and HOS-SCOT outperforms the SCOT, CBM and PBM.

ELECTRONICS LE'ITERS Ist August 2002 Vol. 38 No. 16 931

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